Resultat av: Portfolio Theory and Risk Management, SF2974, ht2009

What was the most relevant or interesting part of the course?

- The home assignments
- Portfolio design with derivatives
- Kapitel 6
- Tycker att allt var relevant och intressant med kursen
- I think it was a basic course giving you a good first view in portfolio theory and risk management. The most interesting part was how to calculate risk and to see that VaR is not an especially good risk measurement due to that it is not subbadditative.
- risk chapter
- risk measures e.g. VaR
- Value at risk and risk measurement